AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
14 Nov 2024 04:12 PM IST
| AARTIIND 28NOV2024 380 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 438.25 | 57.5 | 0.00 | 0.00 | 12 | 0 | 1 | |||
| 13 Nov | 428.65 | 57.5 | 0.00 | 0.00 | 12 | 0 | 1 | |||
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| 12 Nov | 445.25 | 57.5 | 0.00 | 0.00 | 12 | 0 | 1 | |||
| 11 Nov | 439.75 | 57.5 | - | 12 | 1 | 1 | ||||
For Aarti Industries Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 CE is 0.00
Historical price for 380 CE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 57.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 57.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| AARTIIND 28NOV2024 380 PE | |||||||
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Delta: -0.04
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 438.25 | 0.6 | -0.40 | 44.36 | 7 | -2 | 143 |
| 13 Nov | 428.65 | 1 | 0.45 | 42.09 | 6 | -4 | 147 |
| 12 Nov | 445.25 | 0.55 | -0.70 | 44.11 | 63 | -62 | 152 |
| 11 Nov | 439.75 | 1.25 | 46.72 | 630 | 213 | 213 | |
For Aarti Industries Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 PE is -0.04
Historical price for 380 PE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 44.36, the open interest changed by -2 which decreased total open position to 143
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 42.09, the open interest changed by -4 which decreased total open position to 147
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 44.11, the open interest changed by -62 which decreased total open position to 152
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 46.72, the open interest changed by 213 which increased total open position to 213
